Allergy testing

I have a former feral who has been a health nightmare from almost day one. She was close to dying when an emergency vet asked to try a steroid shot. I figured it would either kill her or cure her, but amazingly, it was the start of a huge improvement. We've now narrowed down her issue to either allergies, EGC, or some other auto-immune disorder. Putting her on grain-free food has helped IMMENSELY (down to 2 depo shot a year), but not completely. My vet has suggested allergy testing - anyone have experience with this? I'd be more ok with throwing a few hundred dollars into it if I knew someone had a good outcome.